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Sampling Distributions

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... b) and c) and show that mean and median are unbiased estimators of the true mean ... The difference between the point estimate and the true value of the parameter. ... – PowerPoint PPT presentation

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Title: Sampling Distributions


1
Chapter 6
  • Sampling Distributions

2
Definitions
  • Parameter- a numerical descriptive measure of a
    population
  • Sample statistic- a numerical descriptive measure
    of a sample taken from the population.
  • Sampling taking many samples each one of size
    n.
  • Sampling Distribution- the probability
    distribution of the statistic.

3
Mean, Variance, Std. Dev. Of Sampling Distribution
4
Properties of Sampling Distributions Section 6.2
5
Homework-Section 6.1, 6.3
  • Consider the population described by the
    probability distribution shown here
  • If you have 5 items and you want to choose 2, how
    many ways can you do so?

6
Possible Samples from Population
7
Probability Distribution for the Sample Mean
8
Section 6.2 Page 272, 6.10
  • Consider the probability distribution shown here

9
6.10 continued
  • A)

10
6.10 continued
  • For a random sample of n 3 observations from
    this distribution, find the sampling distribution
    of the sample mean.
  • There will be 27 samples

11
Mean of the Means
12
c) Find the sampling distribution of the median
of a sample of n3 from this population
13
d) Refer to b) and c) and show that mean and
median are unbiased estimators of the true mean
14
Central Limit Theorem
  • If a random sample of n observations is selected
    from a poulation (any population) with mean,
  • Then when n is sufficiently large, the sampling
    distribution of
  • will be an approximately normal distribution. The
    larger the sample size, the better will be the
    normal approximation to the sampling distribution
    of

15
Point Estimator
  • A point estimator of a population parameter is a
    rule or formula that tells us how to use the
    sample data to calculate a single number that can
    be used as an estimate of the population
    parameter.
  • E.g. Take the sample, find the mean of the
    sample, and use that sample mean to estimate the
    population mean.

16
Estimate Bias
  • A point estimate is unbiased if its expected
    value is equal to the value of the parameter it
    is intended to estimate.

17
6.16 page 279
  • Suppose a random sample of n 25 measurements is
    selected from a population with mean 10 and
    standard deviation 3, find

18
6.30 Pages 280-281
  • A study in Psychological Assessment reported a
    mean of 4.59 and standard dev. of 2.95. Assume
    these are the correct parameters for this
    population. Would you expect to observe a sample
    mean of 6 or higher?

19
Homework- Chapter 6
  • Pages 267-268, 6.1,6.2,6.3
  • Pages 272-273, 6.10,6.14
  • Pages 279-281, 6.15,6.16,6.17,6.18,6.30

20
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21
Error of Estimation
  • The difference between the point estimate and the
    true value of the parameter.

22
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23
Standard Error of the Statistic
  • The standard deviation of the sampling
    distribution is also called the standard error.
  • Standard error
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